NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 14-Mar-2012

Day Change Summary
	Previous	Current
	13-Mar-2012	14-Mar-2012	Change	Change %	Previous Week
Open	108.50	108.80	0.30	0.3%	107.71
High	109.15	109.05	-0.10	-0.1%	109.68
Low	108.00	107.65	-0.35	-0.3%	106.45
Close	108.83	107.79	-1.04	-1.0%	109.09
Range	1.15	1.40	0.25	21.7%	3.23
ATR	1.30	1.31	0.01	0.5%	0.00
Volume	5,991	7,406	1,415	23.6%	36,708

Daily Pivots for day following 14-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	112.36	111.48	108.56
R3	110.96	110.08	108.18
R2	109.56	109.56	108.05
R1	108.68	108.68	107.92	108.42
PP	108.16	108.16	108.16	108.04
S1	107.28	107.28	107.66	107.02
S2	106.76	106.76	107.53
S3	105.36	105.88	107.41
S4	103.96	104.48	107.02

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	118.10	116.82	110.87
R3	114.87	113.59	109.98
R2	111.64	111.64	109.68
R1	110.36	110.36	109.39	111.00
PP	108.41	108.41	108.41	108.73
S1	107.13	107.13	108.79	107.77
S2	105.18	105.18	108.50
S3	101.95	103.90	108.20
S4	98.72	100.67	107.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.68	107.40	2.28	2.1%	1.12	1.0%	17%	False	False	7,513
10	109.68	106.45	3.23	3.0%	1.13	1.0%	41%	False	False	7,115
20	110.08	103.95	6.13	5.7%	1.10	1.0%	63%	False	False	7,905

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	115.00
2.618	112.72
1.618	111.32
1.000	110.45
0.618	109.92
HIGH	109.05
0.618	108.52
0.500	108.35
0.382	108.18
LOW	107.65
0.618	106.78
1.000	106.25
1.618	105.38
2.618	103.98
4.250	101.70

Fisher Pivots for day following 14-Mar-2012
Pivot	1 day	3 day
R1	108.35	108.28
PP	108.16	108.11
S1	107.98	107.95

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These figures are updated between 7pm and 10pm EST after a trading day.

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